+38.2%
GEHC vs IWD
+80.0%
-41.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.2% |
| 7D | +7.6% | -0.5% | +8.1% | +8.3% |
| 30D | +27.5% | +2.7% | +24.8% | +23.2% |
| 3M | +17.2% | +0.9% | +16.3% | +16.0% |
| 6M | +33.6% | +10.5% | +23.0% | +16.6% |
| YTD | +0.6% | +23.7% | -23.1% | -24.5% |
| 1Y | +11.3% | +28.7% | -17.4% | -20.7% |
| 3Y | +16.5% | +79.7% | -63.2% | -42.2% |
| All | +38.2% | +80.0% | -41.8% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling